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investigated by Monte Carlo experiments. We compare the performance of Augmented Dickey-Fuller tests and the GLS tests of Elliott …
Persistent link: https://www.econbiz.de/10005146595
tests of the weak-efficiency hypothesis. In an empirial illustration we demonstrate the usefulness of this approach when …
Persistent link: https://www.econbiz.de/10005146870
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The presence of nuisance parameters causes unexpected complications in econometric inference problems. A number of modified likelihood and message length functions have been developed for better handling of nuisance parameters but all of them are not equally efficient. In this paper, we...
Persistent link: https://www.econbiz.de/10005149059
In the new economy, R&D potential of the companies (reflected by intangible assets) tends to make the difference between competing enterprises. Although investing in tangible assets is still viewed as important, the researchers have discovered that investors on capital market tend to buy stocks...
Persistent link: https://www.econbiz.de/10005154469
satisfies the intertemporal borrowing constraint. For this purpose, we apply the traditional empirical tests of sustainability …
Persistent link: https://www.econbiz.de/10005155247
The dual motives of housing behavior, consumption and investment make the analysis of housing purchases quite difficult. Nevertheless, it is better to refer to a model that keeps the two dimensional aspect of housing (Henderson and Ioannides [16]). In the absence of institutional considerations,...
Persistent link: https://www.econbiz.de/10005256790
Validity researchers typically work with nonrandom samples, membership in which depends in part on the exam score being investigated. In a study of the SAT's validity for freshman GPA at a particular college, for example, FGPA is not observed for the entire pool of potential applicants, but only...
Persistent link: https://www.econbiz.de/10010538060
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